Friday, June 22, 2018

Fri. 6/22 +11.0%

2:05pm CDT - A nice system trade I didn't take off early this time.  And it had a lot more to give!  OPEC news moves CL I guess...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 1536
Wins: 1
Losses: 0
Win%:100
Avg$Win: 1536
Avg$Loss: 0

Wednesday, June 20, 2018

Wed. 6/20 -1.4%

2:25pm CDT - CL was on crack today, it didn't know which way to go.  One losing system trade...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -194
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -194

Thursday, June 14, 2018

Thurs. 6/14 +8.5%

2:45pm CDT - Nice win but a failure.  I should still be in the trade but after 3 days, I aborted.  Just after exit, I looked like a genius but not so much now.  I expect it to hit original target in next day but who really knows.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 1106
Wins: 1
Losses: 0
Win%:100
Avg$Win: 1106
Avg$Loss: 0

Tuesday, June 5, 2018

Tues. 6/05 -4.7%

2:30pm CDT - CL short stopped out overnight.
Net breakdown (contracts traded):
ES -$330(2), CL -$314(1)
RESULTS FOR DAY
Contracts:3
Net $P/L: -644
Wins: 0
Losses: 3
Win%:0
Avg$Win: 0
Avg$Loss: -215

Monday, June 4, 2018

Mon. 6/04 +0.3%

2:20pm CDT - New ES approach, systematic entry, discretionary exits.  Testing...   I'm also short CL on a system trade.  Will update that when I'm flat.
RESULTS FOR DAY
ES Contracts:1
Net $P/L: 47
Wins: 1
Losses: 0
Win%:100
Avg$Win: 47
Avg$Loss: 0

Thursday, May 31, 2018

May Trading Summary +1.0%

RESULTS FOR MAY
CL Contracts:4
Net $P/L:134
Wins:1
Losses:3
Win%:25
$Commissions:16
Avg$Win:706
Avg$Loss:-191

Past Monthly Trading Summaries - link on the right
Equity Curve - updated link on the right

Tuesday, May 29, 2018

Tues. 5/29 -1.5%

2:40pm CDT - Another system trade, stopped out.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -204
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -204

Wednesday, May 23, 2018

Wed. 5/23 -1.5%

1:25pm CDT - No trading last week and my system would have had a small loss if I had. Had a long signal Monday that nearly got to target before coming back to stop me out last night. Hard to watch that one play out...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -214
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -214

Friday, May 11, 2018

No trades

No trades this week and other commitments next week so cobwebs will form here for now....
Interestingly my earlier system (traded faster charts for whole CL session for +6R) would have had 32 trades since 4/30 for $930 net.  Versus my current tweak (slower chart, +5.5R, 2 hours a day only) had just 2 trades for $550.  If I had traded all session it would have been 9 trades for $1330. 

Good weekend/week to all.

Thursday, May 3, 2018

Thurs. 5/03 +5.3%

1:00pm CDT - No trade yesterday and a much needed win today on CL system.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 706
Wins: 1
Losses: 0
Win%:100
Avg$Win: 706
Avg$Loss: 0

Tuesday, May 1, 2018

Tues. 5/01 -1.2%

12:50pm CDT - OK, I'm slowing things down a bit and trading a slightly slower CL chart with my system and only during 9:30-11:30am CT and with a 5.5R.  Still backtests well, much fewer trades, less monthly profit but higher avg. trade profit.  We'll see soon enough...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -154
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -154

In other news, I'm going to move to Russia. “Since yesterday evening, I’m up 1.5 million rubles ($24,000).”

Monday, April 30, 2018

April Trading Summary -12.3%

Net breakdown (contracts traded):
CL -$1320(38), ES -$570(44)
RESULTS FOR APRIL
Contracts:82
Net $P/L:-1890
Wins:21
Losses:60
Win%:26
$Commissions:295
Avg$Win:259
Avg$Loss:-106

Friday, April 27, 2018

Thurs./Fri. 4/26-27 -5.4%

2:20pm CDT - Well this week sucked. After 3 weeks trading CL system and the very first trade being the best winner in years, I'm averaging -$35/trade and a 10.5% win rate (backtest avg. was 19%).  I knew it would be hard to trade such a system, and I'm sure I'd feel differently if I currently sat above the zero line, but this drawdown is nearly as deep as expected in an entire year.  Need to do some thinking.  Kick it to curb?  Change from +6R system to something much less?  Return to incubating? Thoughts welcome.  For the week, including ES losses, net -$2306.
RESULTS FOR DAY
CL Contracts:5
Net $P/L: -770
Wins: 0
Losses: 5
Win%:0
Avg$Win: 0
Avg$Loss: -154

Wednesday, April 25, 2018

Wed. 4/25 -7.3%

1:50pm CDT - Sidelining ES again.  CL system had another sucky day making 2 in a row.  Still within tested drawdown range but sucks nonetheless.
Net breakdown (contracts traded):
ES -$204(5), CL -$918(7)
RESULTS FOR DAY
Contracts:12
Net $P/L: -1122
Wins: 2
Losses: 10
Win%:17
Avg$Win: 78
Avg$Loss: -128

Tuesday, April 24, 2018

Tues. 4/24 -6.6%

3:10pm CDT - Tough day to start trading ES again with tweaked discretionary method. CL system sucked equally.
Net breakdown (contracts traded):
CL -$700(5), ES -$391(5)
RESULTS FOR DAY
Contracts:10
Net $P/L: -1091
Wins: 0
Losses: 10
Win%:0
Avg$Win: 0
Avg$Loss: -109

Monday, April 23, 2018

Mon. 4/23 +4.3%

2:10pm CDT - Good start to week. System left lots on table.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 676
Wins: 1
Losses: 0
Win%:100
Avg$Win: 676
Avg$Loss: 0

Friday, April 20, 2018

Fri. 4/20 -0.7%

1:20pm CDT - Happy 420 day! In the past 7 trading days my system is 1 for 14. Net for the week -$345.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -114
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -114

In other news, good to see how CTA/hedge funds are doing occasionally...

Thursday, April 19, 2018

Thurs. 4/19 -2.9%

4:10pm CDT - Looking for any evening/overnight selloff!  Target 67.34.  Will update table later or include result tomorrow...
EDIT: Stopped out at 6:02pm CDT
RESULTS FOR DAY
CL Contracts:3
Net $P/L: -472
Wins: 0
Losses: 3
Win%:0
Avg$Win: 0
Avg$Loss: -157

Wednesday, April 18, 2018

Wed. 4/18 -0.7%

2:00pm CDT - The joys of system trading - sat on one trade all day, -1/2R, +3.5R, -1/2R, +4.5R, -1R stop at end of day. Target was +6R.  A+ for following rules at least, despite the sting.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -114
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -114

Tuesday, April 17, 2018

Tues. 4/17 +4.5%

3:35pm CDT -
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 706
Wins: 1
Losses: 0
Win%:100
Avg$Win: 706
Avg$Loss: 0

Monday, April 16, 2018

Mon. 4/16 -2.2%

2:40pm CDT -
RESULTS FOR DAY
CL Contracts:3
Net $P/L: -352
Wins: 0
Losses: 3
Win%:0
Avg$Win: 0
Avg$Loss: -117

Friday, April 13, 2018

Fri. 4/13 -3.6%

2:10pm CDT - Happy Friday the 13th! (as I type, listening to Ziggy Marley "Three Little Birds.") I have to remind myself that with a 19% win rate, 81% of trades will stop out with my system.  Plus there were 27 losers in a row in backtest.  But for the week, net +$737.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -606
Wins: 0
Losses: 4
Win%:0
Avg$Win: 0
Avg$Loss: -151

Thursday, April 12, 2018

Thurs. 4/12 -0.6%

4:10pm CDT -
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -94
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -94

Wednesday, April 11, 2018

Wed. 4/11 +1.3%

2:00pm CDT - No idea how the last trade will work out, stop 66.97, target 65.50. Will report tomorrow or update table below if it fills before I retire for the night.
EDIT: Stopped out 9:16pm CDT, table updated below.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: 224
Wins: 1
Losses: 3
Win%:25
Avg$Win: 776
Avg$Loss: -184

Tuesday, April 10, 2018

Mon./Tues. 4/10-4/11 +7.8%

1:55pm CDT - Started trading CL 6R system, no discretion. And as luck would have it, had a nice winner to start which exited as I slept.  I had a look back in the logs to see when I last had a winner that size or larger.  Had to go back to 12/18/2013 for a 5-lot NQ trade. For a single lot trade, as this was, had to go way back to 9/24/2008 when I shorted ES at 1192.50 and bought 5 days later at 1165.00.  Maybe there's something to swing trading? Some may find it crazy I can look up pretty much every trade I've ever made since I started in this biz. #OCD
RESULTS FOR DAY
CL Contracts:2
Net $P/L: 1212
Wins: 1
Losses: 1
Win%:50
Avg$Win: 1316
Avg$Loss: -104

Friday, April 6, 2018

Fri. 4/06 +1.3%

2:45pm CDT - For the week, that was way too much work for a net +$25.  Back to the drawing board on my ES method.  Meanwhile, my CL system, if I had traded it, had 9 trades for +$2600!  Incubation may be ending next week...
RESULTS FOR DAY
ES Contracts:2
Net $P/L: 206
Wins: 1
Losses: 1
Win%:50
Avg$Win: 209
Avg$Loss: -3

Thursday, April 5, 2018

Thurs. 4/05 +0.1%

3:10pm CDT - Another digging out of hole day.
RESULTS FOR DAY
ES Contracts:9
Net $P/L: 20
Wins: 3
Losses: 5
Win%:38
Avg$Win: 183
Avg$Loss: -106

Wednesday, April 4, 2018

Wed. 4/04 +0.0%

3:15pm CDT - Huge day for the ES, not for me. Content to get back to even. Left lots on table with several trades.
RESULTS FOR DAY
ES Contracts:10
Net $P/L: 4
Wins: 4
Losses: 6
Win%:40
Avg$Win: 150
Avg$Loss: -99

Tuesday, April 3, 2018

Tues. 4/03 +2.5%

2:55pm CDT -
RESULTS FOR DAY
ES Contracts:4
Net $P/L: 374
Wins: 4
Losses: 0
Win%:100
Avg$Win: 94
Avg$Loss: 0

Monday, April 2, 2018

Mon. 4/02 -3.8%

3:20pm CDT - Volatility is great, until it isn't.  Too much to handle today.  Should have called it a day before I finally did.
RESULTS FOR DAY
ES Contracts:9
Net $P/L: -580
Wins: 3
Losses: 6
Win%:33
Avg$Win: 26
Avg$Loss: -110